First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs |
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Authors: | Yong-hui Huang Guo Xian-ping |
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Affiliation: | Yong-hui Huang~1,Xian-ping Guo~2 School of Mathematics and Computational Science,Sun Yat-Sen University,Guangzhou 510275,China |
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Abstract: | This paper considers a first passage model for discounted semi-Markov decision processes with denumerable states and nonnegative costs.The criterion to be optimized is the expected discounted cost incurred during a first passage time to a given target set.We first construct a semi-Markov decision process under a given semi-Markov decision kernel and a policy.Then,we prove that the value function satisfies the optimality equation and there exists an optimal(or e-optimal) stationary policy under suitable cond... |
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Keywords: | Semi-Markov decision processes target set first passage time discounted cost optimal policy |
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